Università degli Studi di Cagliari
Daniela Francesca Virdis
Extending Maximum-Entropy Interbank Reconstruction to a Multi-Country Framework with Cross-Border Exposures
2026-01-01 Sbaraglia, Simone; Guo, Pin; Zedda, Stefano
Non-interest income, bank size and systemic risk: what is the role of financial development?
2026-01-01 Zhang, Xiaoming; Zhao, Yue; Zhou, Hegang; Zedda, Stefano
Debt Sustainability Monitor 2025
2026-01-01 Courtoy, François; Erdei, Miklós; Gagliardi, Nicola; Hudecz, András; Levai, Adam; Orseau, Eloïse; Awa Sissoko, Adja; Vierke, Hauke; Deboeck, Ben; Martins, Vitor; Roux, Thomas; De Vries, Arthur; Zedda, Stefano
A Comparative Analysis of Price Forecasting Methods for Maximizing Battery Storage Profits
2025-01-01 Fiori, Alessandro; Sbaraglia, Simone; Mahmoudvand, Rahim; Zedda, Stefano
Is storage a business? A test on the Italian day-ahead electricity market
2025-01-01 Sbaraglia, Simone; Fiori Maccioni, Alessandro; Ghiani, Emilio; Zedda, Stefano
The CAPM in the ESG era: disentangling the general transition risk
2025-01-01 Anelli, Michele; Patanè, Michele; Zedda, Stefano
Cooperative credit banks and sustainability: towards a social credit scoring
2024-01-01 Zedda, Stefano; Modina, Michele; Gallucci, Carmen
Credit scoring: Does XGboost outperform logistic regression?A test on Italian SMEs
2024-01-01 Zedda, Stefano
Optimizing Energy Storage Profits: A New Metric for Evaluating Price Forecasting Models
2024-01-01 Sbaraglia, Simone; Zedda, Stefano; Fiori Maccioni, Alessandro
Detecting house price bubbles in G7 countries: new evidence and heterogeneous determinants
2024-01-01 Zhang, Xiaoming; Zhu, Mengqing; Tian, Yiming; Zedda, Stefano
The Role of Credit Consortia in the Financial Structure of Sardinian Companies During the SARS-CoV-2 Crisis
2024-01-01 Desogus, Marco; Sergi, Enrico; Zedda, Stefano
Exploiting the European Volatility Index Features: Anti-Persistence, Skewness, Kurtosis, and the Role of the Hurst Exponent
2023-01-01 Anelli, Michele; Patanè, Michele; Zedda, Stefano
Diagnosing default syndromes: early symptoms of entrepreneurial venture insolvency
2023-01-01 Modina, Michele; Zedda, Stefano
Are Banks Still a Risk Source for Stock Market? Some Empirical Evidences
2022-01-01 Anelli, Michele; Patanè, Michele; Zedda, Stefano
Modeling and simulating cross country banking contagion risks
2021-01-01 Zedda, Stefano; Spinace-Casale, Antonella
The Role of Correlation in Systemic Risk: Mechanisms, Effects, and Policy Implications
2021-01-01 Zedda, Stefano; Patanè, Michele; Miggiano, Luana
On the importance of traditional lending activity for banking systems stability
2020-01-01 Zedda, Stefano; Patané, Michele; Miggiano, Luana
Using Supra-Covered Bonds to Enhance Liquidity in the Euro Area: Assessment of Advantages for the Banking Sector
2020-01-01 Salto, Matteo; Zedda, Stefano; Zeugner, Stefan
Analysis of China Commercial Banks’ Systemic Risk Sustainability through the Leave-One-Out Approach
2020-01-01 Zhang, Xiaoming; Wei, Chunyan; Zedda, Stefano
The role of redenomination risk in the price evolution of Italian banks’ CDS spreads
2020-01-01 Anelli, Michele; Patanè, Michele; Toscano, Mario; Zedda, Stefano
Which interbank net is the safest?
2020-01-01 Zedda, Stefano; Sbaraglia, Simone
Analysis of banks' systemic risk contribution and contagion determinants through the leave-one-out approach
2020-01-01 Zedda, Stefano; Cannas, Giuseppina
Portfolio strategies for renewable energy share maximization
2019-01-01 Zedda, Stefano
CDS-Bond Basis Dynamic and Credit Spread Price Discovery: A Test for European Corporate and Sovereign Bond Markets
2019-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
Price Spikes in the Italian Electricity Market: An Economic Analysis
2019-01-01 Zedda, Stefano; Masala, Giovanni Batista
Price spikes in the electricity markets how and why
2018-01-01 Zedda, S; Masala, Gb
Dinamiche di pricing di oro, petrolio e tasso di cambio Euro/Dollaro nelle logiche operative di portafoglio
2018-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
Dynamic Relationship of Commodities Prices and EUR/USD Exchange Rate Trends in the Recent Past
2017-01-01 Patanè, Michele; Tedesco, Mattia; Zedda, Stefano
The “Surprise Effect” of Macro Indicators on the Options Implied Volatilities Dynamics: A Test on the United States-Germany Relationship
2017-01-01 Patanè, M; Tedesco, M; Zedda, Stefano
Analysis of Banks’ Systemic Risk Contribution and Contagion Determinants through the Leave-one-out Approach
2017-01-01 Zedda, Stefano; Cannas, Giuseppina
Banking Systems Simulation: Theory, Practice, and Application of Modeling Shocks, Losses, and Contagion
2017-01-01 Zedda, Stefano
Italian Banks’ Paths through the Crisis
2016-01-01 Zedda, Stefano
Will the Bail-in Break the Vicious Circle Between Banks and their Sovereign?
2015-01-01 Galliani, C; Zedda, Stefano
Assistenzialismo o investimento? Una esperienza di istituzione e valutazione di incentivi locali alla nascita di imprese
2015-01-01 Zedda, Stefano
Directs vs. side effects in financial contagion: what weights more?
2015-01-01 Zedda, Stefano
The determinants of interbank contagion: do patterns matter?
2014-01-01 Zedda, Stefano; Cannas, G; Galliani, C.
Financial Activities Taxes, Bank Levies and Systemic Risk
2014-01-01 Cannas, G; Cariboni, J; Marchesi, M; Nicodème, G; Petracco Giudici, M; Zedda, Stefano
Financial activities taxes, bank levies, and systemic risk
2014-01-01 Cannas, G.; Cariboni, J.; Marchesi, M.; Nicodème, G.; Petracco Giudici, M.; Zedda, S.
Basel III: a macro-economic cost-benefit analisys
2013-01-01 Marchesi, M; DE LISA, Riccardo; Zedda, Stefano; Campolongo, F; Cariboni, J.
The EU sovereign debt crisis: potential effects on EU banking systems and policy options
2012-01-01 Zedda, Stefano; Cariboni, J; Marchesi, M; Petracco Giudici, M; Salto, M.
The role of contagion in financial crises: an uncertainty test on interbank patterns
2012-01-01 Zedda, Stefano; Cannas, G; Galliani, C; DE LISA, Riccardo
The mitigation role of collaterals and guarantees under Basel II
2012-01-01 DE LISA, Riccardo; Galliani, C; Marchesi, M; Vallascas, F; Zedda, Stefano
Financial activities taxes and banks' systemic risk
2012-01-01 Cannas, G.; Cariboni, J.; Marchesi, M.; Nicodème, G.; Petracco Giudici, M.; Zedda, S.
Application of the SYMBOL model for state aid assessment: a pilot study on the Slovenian banking system
2012-01-01 Petracco Giudici, M; Cariboni, J; Maccaferri, S; Zedda, Stefano
JRC REPORT ON LARGE EU BANKING GROUPS
2012-01-01 J., Cariboni; H., Joenssons; J., Jesinghaus; Zedda, Stefano; S., Maccaferri; C., Galliani; F., DI GIROLAMO; G., Cannas
SYMBOL leaflet ufficiale della Commissione Europea
2012-01-01 Zedda, Stefano
THE CONTRIBUTION OF INDIVIDUAL BANKS TO SYSTEMIC RISK: LIGHTERS AND FUEL FOR BURNING CRISES
2012-01-01 Zedda, Stefano
A simulation approach to distinguish risk contribution roles to systemic crises
2012-01-01 Zedda, Stefano; Pagano, A; Cannas, G.
European deposit guarantee schemes: revision of risk based contributions using CDS spreads
2012-01-01 Galliani, C; DE LISA, Riccardo; Zedda, Stefano
Public finances in EMU
2011-01-01 Zedda, Stefano; Campolongo, F; Cariboni, J; Marchesi, M; Petracco, M; Salto, M.
Legenda icone
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